+31.6%
FAST vs IJH
+17.8%
+13.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.2% |
| 7D | +3.4% | +1.7% | +1.7% | +2.1% |
| 30D | +5.5% | +1.2% | +4.3% | +4.5% |
| 3M | +7.6% | -3.4% | +11.0% | +10.7% |
| 6M | +19.8% | +3.7% | +16.1% | +16.1% |
| YTD | +35.5% | +13.9% | +21.5% | +21.2% |
| 1Y | +31.6% | +17.4% | +14.2% | +14.9% |
| All | +31.6% | +17.8% | +13.8% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IJH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling